化学教育研究:范式的转变

化学教育起源于化学科学,是科学教育的一个重要分支。在回顾中外化学教育研究不同发展路径的基础上,提出我国化学教育学科要努力从“教学法”范式转变为实证研究范式。探讨了基于证据的化学教育研究的3个主要议题,即研究问题、理论基础和研究方法,介绍了基于证据的化学教育研究的论文写作规范。最后对在我国化学教育界推进实证研究提出若干建议。     

Adaptive multimedia streaming using a simulation test bed

The major purpose of this paper is to transmit an existing video above a complete simulated video streaming architecture based on Network Simulator (NS2). Thanks to our architecture, the visual quality evaluation of the distributed streaming platform under various conditions is simplified. Indeed, the received video can be easily visualized using a classic video client or be compared using the Peak Signal-Noise Ratio (PSNR) value and the Structural SIMilarity (SSIM) value. In the case study, we compare adaptive video congestion strategies using a transcoder, Datagram Congestion Control Protocol (DCCP) and TCP-Friendly Rate Control (TFRC).     

误差合成空间固定系数模型的多阶段广义最小二乘估计

本文对时变系数的空间面板数据模型进行了研究,所研究的模型利用扰动项中的空间个体成分将不同时期的方程联系起来,同时,自变量系数和空间自回归系数是时变的,但不会随着观测个体的变动而变动。本文利用基于可行的广义最小二乘估计的多阶段方法对模型参数进行了估计,研究了估计量的大样本性质,并利用Monte Carlo方法模拟了其小样本性质。模拟结果表明,估计量的渐近性质随着样本容量的增加而改善。对中国省级地区间财税策略互动行为的实证案例也体现了本文理论模型的应用价值。     

方差可能无穷的“中度偏离”单位根过程的复合分位数估计

考虑一类"中度偏离"单位根过程,y_t=q_ny_t-1+u_t,其中qn=1+c/(k_n),k_n=o(n),c为一非零常数,{u_t}为随机扰动项序列.在允许扰动项方差无穷的条件下,构造q_n的复合分位数估计,并得到了该估计的渐近分布.最后通过数值模拟,在扰动项服从t(2)分布下,说明了该估计的稳健和有效性.     

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For linear quantile regression model, this paper proves that the test statistics, besed on smoothed empirical likelihood (SEL) method and least absolute deviation (LAD) method, both converge weakly to a noncentral Chi-square distribution under the local alternatives $H_1:\beta=\beta_0+a_n$, where $\beta$ is the true parameter. Simulation results show that the SEL method is more efficient than the LAD method.     

Reconstructing the relaxation dynamics induced by an unknown heat bath

In quantum state tomography, one potential source of error is uncontrolled contact of the system with a heat bath whose detailed properties are not known, and whose impact on the system moreover varies between different runs of the experiment. Precisely these variations provide a handle for reconstructing the system?s effective relaxation dynamics. I propose a pertinent estimation scheme which is based on a steepest-descent ansatz and maximum likelihood. After reconstructing the relaxation dynamics, the original quantum state of the system can be constrained to a curve in state space.     

Statistical inference for Vasicek-type model driven by Hermite processes

Let $Z$ denote a Hermite process of order $q\ge 1$ and self-similarity parameter $H\in (\frac{1}{2},1)$. This process is $H$-self-similar, has stationary increments and exhibits long-range dependence. When $q=1$, it corresponds to the fractional Brownian motion, whereas it is not Gaussian as soon as $q?2$. In this paper, we deal with a Vasicek-type model driven by $Z$, of the form $d{X}_t=a(b?X_t)dt+d{Z}_t$. Here, $a>0$ and $b\in \mathbb{R}$ are considered as unknown drift parameters. We provide estimators for $a$ and $b$ based on continuous-time observations. For all possible values of $H$ and $q$, we prove strong consistency and we analyze the asymptotic fluctuations.     

Empirical Likelihood Estimation for the Two-Sample Mean under Density Ratio Models Using Auxiliary Information

Auxiliary population information is often available in finite population inference problems, and the empirical likelihood (EL) approach has been demonstrated to be flexible and useful for such problems. The present paper concerns EL when interest centers on inference for the mean of the baseline distribution under two-sample density ratio models. Although dual EL is a convenient technical tool since it has the same maximum point and maximum likelihood as DRM-based EL, it can not combine such auxiliary information into the likelihood conveniently and may have loss of efficiency. By contrast, the classical EL approach of Qin and Lawless\ucite{21} does not have this problem and incorporate seamlessly auxiliary information. Based on the EL using auxiliary information and the dual EL methods, we construct both point and interval estimations and make a careful comparison. Though the point estimation efficiency gain obtained by the former is not noticeable, we find that they may have different performances in interval estimation. In terms of coverage accuracy, the two intervals are comparable for not or moderate skewed populations, and the EL interval using auxiliary information can be much superior for severely skewed populations.     

Bayesian Estimation and Statistical Analysis of Risk Measurements

The Bayesian model are established for the VaR and related risk measurements. The relationship between VaR and other risk measurements including expect shortfall, tail condition expectation and conditional value at risk are discussed. Furthermore, the Bayesian estimates and Bayesian predictors of these risk measurement are derived. Thirdly, the consistency and asymptotic normality in the exponential risk model are proved. Finally, the numerical simulation method is used to verify the convergence rate under different sample sizes.